V-Lab
Shinsegae Information & Communication Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:25.77% (-0.32%)
Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0958 | 10.34 | |
| 0.0589 | 9.60 | |
| 0.9355 | 262.93 | |
| -0.0192 | -1.99 |
Estimation Period:
Nov 20, 2000 to Apr 19, 2024
Nov 20, 2000 to Apr 19, 2024
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